Trading Metrics calculated at close of trading on 17-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2018 |
17-May-2018 |
Change |
Change % |
Previous Week |
Open |
3,532.0 |
3,532.0 |
0.0 |
0.0% |
3,514.0 |
High |
3,537.0 |
3,560.0 |
23.0 |
0.7% |
3,540.0 |
Low |
3,515.0 |
3,527.0 |
12.0 |
0.3% |
3,494.0 |
Close |
3,528.0 |
3,552.0 |
24.0 |
0.7% |
3,530.0 |
Range |
22.0 |
33.0 |
11.0 |
50.0% |
46.0 |
ATR |
32.2 |
32.3 |
0.1 |
0.2% |
0.0 |
Volume |
958,293 |
1,037,007 |
78,714 |
8.2% |
3,341,845 |
|
Daily Pivots for day following 17-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,645.3 |
3,631.7 |
3,570.2 |
|
R3 |
3,612.3 |
3,598.7 |
3,561.1 |
|
R2 |
3,579.3 |
3,579.3 |
3,558.1 |
|
R1 |
3,565.7 |
3,565.7 |
3,555.0 |
3,572.5 |
PP |
3,546.3 |
3,546.3 |
3,546.3 |
3,549.8 |
S1 |
3,532.7 |
3,532.7 |
3,549.0 |
3,539.5 |
S2 |
3,513.3 |
3,513.3 |
3,546.0 |
|
S3 |
3,480.3 |
3,499.7 |
3,542.9 |
|
S4 |
3,447.3 |
3,466.7 |
3,533.9 |
|
|
Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,659.3 |
3,640.7 |
3,555.3 |
|
R3 |
3,613.3 |
3,594.7 |
3,542.7 |
|
R2 |
3,567.3 |
3,567.3 |
3,538.4 |
|
R1 |
3,548.7 |
3,548.7 |
3,534.2 |
3,558.0 |
PP |
3,521.3 |
3,521.3 |
3,521.3 |
3,526.0 |
S1 |
3,502.7 |
3,502.7 |
3,525.8 |
3,512.0 |
S2 |
3,475.3 |
3,475.3 |
3,521.6 |
|
S3 |
3,429.3 |
3,456.7 |
3,517.4 |
|
S4 |
3,383.3 |
3,410.7 |
3,504.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,560.0 |
3,515.0 |
45.0 |
1.3% |
23.2 |
0.7% |
82% |
True |
False |
831,167 |
10 |
3,560.0 |
3,473.0 |
87.0 |
2.4% |
25.9 |
0.7% |
91% |
True |
False |
769,161 |
20 |
3,560.0 |
3,396.0 |
164.0 |
4.6% |
28.9 |
0.8% |
95% |
True |
False |
824,080 |
40 |
3,560.0 |
3,172.0 |
388.0 |
10.9% |
37.9 |
1.1% |
98% |
True |
False |
960,993 |
60 |
3,560.0 |
3,172.0 |
388.0 |
10.9% |
40.7 |
1.1% |
98% |
True |
False |
802,741 |
80 |
3,595.0 |
3,172.0 |
423.0 |
11.9% |
45.2 |
1.3% |
90% |
False |
False |
603,582 |
100 |
3,595.0 |
3,172.0 |
423.0 |
11.9% |
41.8 |
1.2% |
90% |
False |
False |
483,454 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,700.3 |
2.618 |
3,646.4 |
1.618 |
3,613.4 |
1.000 |
3,593.0 |
0.618 |
3,580.4 |
HIGH |
3,560.0 |
0.618 |
3,547.4 |
0.500 |
3,543.5 |
0.382 |
3,539.6 |
LOW |
3,527.0 |
0.618 |
3,506.6 |
1.000 |
3,494.0 |
1.618 |
3,473.6 |
2.618 |
3,440.6 |
4.250 |
3,386.8 |
|
|
Fisher Pivots for day following 17-May-2018 |
Pivot |
1 day |
3 day |
R1 |
3,549.2 |
3,547.2 |
PP |
3,546.3 |
3,542.3 |
S1 |
3,543.5 |
3,537.5 |
|